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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009152690
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Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören - 2012
Persistent link: https://www.econbiz.de/10013360909
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Performance-Messung und Copula-Funktionen : eine Synthese
Schulz, Martin T. - 2008
Persistent link: https://www.econbiz.de/10003752816
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Econometric analysis of financial count data and portfolio choice : a dynamic approach
Rengifo, Erick W. - 2005
Persistent link: https://www.econbiz.de/10003987160
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Essays on financial risk : forecasts and investor perceptions
Sokolinskiy, Oleg - 2011
Persistent link: https://www.econbiz.de/10009317703
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Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo - 2013
Persistent link: https://www.econbiz.de/10013432837
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Essays in macroeconomics and behavioral economics
Nocetti, Diego - 2006
Persistent link: https://www.econbiz.de/10003965683
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Portfolio risk forecasting - on the predictive power of multivariate dynamic copula models
Aepli, Matthias Daniel - 2015
Persistent link: https://www.econbiz.de/10010510833
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Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Aktienmarkt
Glauser, Manrico - 2003
Persistent link: https://www.econbiz.de/10002397745
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Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo - 2009
Persistent link: https://www.econbiz.de/10003931427